VST Connections - Outputs Setting: NOT MEMORIZED

I am experiencing this problem with Cubase 5.5.3 running on Windows XP SP3, dual core AMD processor, and using Alesis Multimix8 USB 2.0 as the external mixer/sound device.

Usually when I open a project where I have a recording and I attempt to play any of its tracks I do not hear anything. So, I click on Devices, I select the VST Connections, I select the Outputs tab, and there I usually notice that the Audio Device reads: “Not Connected”. So, I click on the Not Connected text and then I select the other option: “Alesis USB Audio Device”. At this point I can finally hear the sound through my Alesis audio device (provided that I previously disable the Control Room under the Studio tab). So far so good.

However, when I close the project and I reopen it again at a later time, I face the same problem and I have to do the same routine again in order to activate the sound. And saving the file again does not seem to help at all. By the way, I may be wrong, but I don’t recall having this problem with earlier versions of Cubase.

Anyway, does anybody know if there is a way to have Cubase memorize the VST Connections output setting, so that every time I open a project I can listen to it right away without having to manually activate the VST Connections - Outputs?

Thank you in advance,